CME Japanese Yen Future March 2019

Trading Metrics calculated at close of trading on 22-Oct-2018

Day Change Summary
	Previous	Current
	19-Oct-2018	22-Oct-2018	Change	Change %	Previous Week
Open	0.9018	0.9002	-0.0017	-0.2%	0.9044
High	0.9018	0.9005	-0.0013	-0.1%	0.9071
Low	0.8990	0.8972	-0.0019	-0.2%	0.8990
Close	0.8994	0.8975	-0.0019	-0.2%	0.8994
Range	0.0028	0.0034	0.0006	19.6%	0.0081
ATR	0.0041	0.0041	-0.0001	-1.3%	0.0000
Volume	59	209	150	254.2%	1,270

Daily Pivots for day following 22-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9084	0.9063	0.8993
R3	0.9051	0.9030	0.8984
R2	0.9017	0.9017	0.8981
R1	0.8996	0.8996	0.8978	0.8990
PP	0.8984	0.8984	0.8984	0.8981
S1	0.8963	0.8963	0.8972	0.8957
S2	0.8950	0.8950	0.8969
S3	0.8917	0.8929	0.8966
S4	0.8883	0.8896	0.8957

Weekly Pivots for week ending 19-Oct-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.9261	0.9208	0.9038
R3	0.9180	0.9127	0.9016
R2	0.9099	0.9099	0.9008
R1	0.9046	0.9046	0.9001	0.9032
PP	0.9018	0.9018	0.9018	0.9011
S1	0.8965	0.8965	0.8986	0.8951
S2	0.8937	0.8937	0.8979
S3	0.8856	0.8884	0.8971
S4	0.8775	0.8803	0.8949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9056	0.8972	0.0085	0.9%	0.0039	0.4%	4%	False	True	268
10	0.9071	0.8939	0.0132	1.5%	0.0042	0.5%	28%	False	False	174
20	0.9071	0.8852	0.0219	2.4%	0.0041	0.5%	56%	False	False	145
40	0.9167	0.8852	0.0315	3.5%	0.0026	0.3%	39%	False	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9147
2.618	0.9093
1.618	0.9059
1.000	0.9039
0.618	0.9026
HIGH	0.9005
0.618	0.8992
0.500	0.8988
0.382	0.8984
LOW	0.8972
0.618	0.8951
1.000	0.8938
1.618	0.8917
2.618	0.8884
4.250	0.8829

Fisher Pivots for day following 22-Oct-2018
Pivot	1 day	3 day
R1	0.8988	0.9006
PP	0.8984	0.8996
S1	0.8979	0.8985

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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